English

Edge scaling of the \beta-Jacobi ensemble

Probability 2015-06-04 v2

Abstract

We study the scaling limit of the spectrum of the \beta-Jacobi ensemble at the soft-edge and hard-edge for general values of \beta. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point processes introduced in Ramirez-Rider-Virag and Ramirez-Rider.

Keywords

Cite

@article{arxiv.1203.4170,
  title  = {Edge scaling of the \beta-Jacobi ensemble},
  author = {Diane Holcomb and Gregorio R. Moreno Flores},
  journal= {arXiv preprint arXiv:1203.4170},
  year   = {2015}
}

Comments

Minor changes